-98.6%
FCUV vs GAP
+31.2%
-129.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +2.9% | +0.4% | +3.1% |
| 7D | -66.5% | -4.1% | -62.4% | -66.4% |
| 30D | +5.0% | +6.2% | -1.2% | +4.6% |
| 3M | +63.8% | -0.7% | +64.5% | +64.0% |
| 6M | -67.8% | -7.1% | -60.7% | -67.6% |
| YTD | -82.4% | -14.1% | -68.3% | -82.2% |
| 1Y | -94.7% | -8.5% | -86.2% | -94.7% |
| 3Y | -99.3% | +115.4% | -214.6% | -99.3% |
| 5Y | -99.9% | +9.8% | -109.7% | -99.9% |
| All | -98.6% | +31.2% | -129.8% | -98.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded GAP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling